Module poisson 

Poisson processes: homogeneous, non-homogeneous, and compound.

Models event arrivals where events occur independently at a given rate.

Structs

CompoundPoisson

Compound Poisson process: S(t) = sum_{i=1}^{N(t)} X_i where N(t) is Poisson(rate*t) and X_i are iid from jump_distribution.

NonHomogeneousPoisson

Non-homogeneous Poisson process with time-varying rate function lambda(t).

PoissonDistribution

Poisson distribution with parameter lambda.

PoissonProcess

Homogeneous Poisson process with constant rate lambda.